Proof
For the meanĀ 1,
\begin{align*}
\mu & = E[X] = \sum_{x=1}^{\infty} {x(1-p)^{x-1}p}\\
& = p \sum_{x=1}^{\infty} {x(1-p)^{x-1}}\\
& = p \frac{1}{(1-(1-p))^2}\\
& = p \frac{1}{p^2} = \frac{1}{p}
\end{align*}
For the varianceĀ 2,
\begin{align*}
\sigma^2 & = E[X(X-1)] + \mu - \mu^2 \\
& = \sum_{x=1}^{\infty} {x(x-1)(1-p)^{x-1}p} + \mu - \mu^2 \\
& = (1-p)p \sum_{x=2}^{\infty} {x(x-1)(1-p)^{x-2}} + \frac{1}{p} - \frac{1}{p^2}\\
& = (1-p)p \frac{2}{(1-(1-p))^3} + \frac{1}{p} - \frac{1}{p^2}\\
& = \frac{1-p}{p^2}
\end{align*}